Barclays 2013 Annual Report Download - page 224

Risk review
Funding risk – Liquidity continued
Contractual maturity of financial assets and liabilities (including BAGL) (audited)
As at 31 December 2012
On
demand
£m
Not more
than three
months
£m
Over three
months but
not more
than six
months
£m
Over six
months
but not
more than
nine
months
£m
Over nine
months
but not
more than
one year
£m
Over one
year but
not more
than two
years
£m
Over two
years but
not more
than three
years
£m
Over three
years but
not more
than five
years
£m
Over five
years but
not more
than ten
years
£m
Over ten
years
£m
Total
£m
Assets
Cash and balances at
central banks 42,435 43,756 – – – – – – – – 86,191
Items in the course of
collection from other
banks 1,242 231 – – – – – – – – 1,473
Trading portfolio assets 146,352 – – – – – – – – – 146,352
Financial assets
designated at fair value 1,268 15,951 881 635 655 2,054 2,071 1,283 1,861 18,592 45,251
Derivative financial
instruments 465,357 169 49 32 24 355 643 1,349 717 461 469,156
Loans and advances to
banks 4,646 32,761 236 259 708 933 152 136 172 459 40,462
Loans and advances to
customers 37,503 76,112 7,971 8,399 8,844 26,789 28,141 46,338 64,445 119,364 423,906
Reverse repurchase
agreements and other
similar secured lending 36 164,866 8,709 1,388 1,224 66 82 117 12 22 176,522
Available for sale financial
investments 333 4,338 2,770 5,230 4,725 10,805 5,263 14,145 15,189 12,311 75,109
Other financial assets – 1,615 – – – 386 – – – – 2,001
Total financial assets 699,172 339,799 20,616 15,943 16,180 41,388 36,352 63,368 82,396 151,209 1,466,423
Other assets 21,912
Total assets 1,488,335
Liabilities
Deposits from banks 8,619 57,101 1,664 532 312 1,617 5,591 334 229 1,013 77,012
Items in the course of
collection due to other
banks 1,463 124 – – – – – – – – 1,587
Customer accounts 255,747 90,490 9,810 8,086 4,572 11,148 865 1,925 1,981 787 385,411
Repurchase agreements
and other similar secured
borrowinga 394 206,355 5,331 2,321 1,421 47 780 529 – – 217,178
Trading portfolio liabilities 44,794 – – – – – – – – – 44,794
Financial liabilities
designated at fair value 1,434 7,982 6,278 3,929 3,249 11,977 11,922 11,248 10,145 8,855 77,019
Derivative financial
instruments 459,587 63 32 29 19 333 337 507 1,074 740 462,721
Debt securities in issue 1,467 38,850 10,796 4,778 4,350 16,388 13,046 14,965 12,208 2,677 119,525
Subordinated liabilities – 877 – – 92 363 400 1,840 11,883 8,563 24,018
Other financial liabilities – 4,080 – – – 641 – – – – 4,721
Total financial liabilities 773,505 405,922 33,911 19,675 14,015 42,514 32,941 31,348 37,520 22,635 1,413,986
Other liabilities 14,363
Total liabilities 1,428,349
Cumulative liquidity gap (74,333) (140,456) (153,751) (157,483) (155,318) (156,444) (153,033) (121,013) (76,137) 52,437 59,986
Expected maturity dates do not differ significantly from the contract dates, except for:
 Trading portfolio assets and liabilities and derivative financial instruments, which may not be held to maturity as part of the Group’s trading
strategies;
 Retail deposits, which are included within customer accounts, are repayable on demand or at short notice on a contractual basis. In practice,
these instruments form a stable base for the Group’s operations and liquidity needs because of the broad base of customers – both numerically
and by depositor type (see Behavioural maturity profile on page 213; and
 Financial assets designated at fair value held in respect of linked liabilities, which are managed with the associated liabilities.
Note
a Balances have been revised to better reflect the contractual maturity of repurchase agreements.
barclays.com/annualreport
222 Barclays PLC Annual Report 2013